Japanese Laid-open utility model publication No. 4-1844 proposes a hair styling iron for curling hairs between a corrugated heat plate and a clamping member. In order to facilitate the hair curling, the device includes a steam generator to apply steam to the hairs through steam vents formed in the heat plate. In this prior device, however, since the steam vents are distributed over various portions including convexities and concavities of the corrugated heat plate, the steam spouting from the convexities, particularly those located at the lateral ends of the corrugated heat plate, is likely to deflect sideward, increasing the danger of touching the skin of the user and burring a skin of the user. Since the hair clamping member is connected to the barrel for pivotal movement between a closed position and an open position, the user is normally required to hold the ends of the hair clamping member and the barrel by the fingers to keeping the hair clamping member pressed tightly against the barrel with the hairs being clamped therebetween. In this condition, there certainly exists a danger of exposing the finger of the user holding the ends of the barrel and the hair clamping member to the steam which is spouted from the vents and guided along the length of the concavities towards the front end of the barrel, thereby hampering and even jeopardizing the hair styling operation.